Showing 1 - 10 of 17
Persistent link: https://www.econbiz.de/10014463986
This paper documents a negative relationship between options trading volume and stock returns. The relationship is remarkably robust and cannot be explained by existing asset-pricing theorems. We find that strategies that require buying stocks with low options trading volume in the past and...
Persistent link: https://www.econbiz.de/10012914633
Persistent link: https://www.econbiz.de/10015078217
Persistent link: https://www.econbiz.de/10003744748
Persistent link: https://www.econbiz.de/10011279666
Persistent link: https://www.econbiz.de/10010419048
Persistent link: https://www.econbiz.de/10003803696
Persistent link: https://www.econbiz.de/10012796273
Persistent link: https://www.econbiz.de/10011610095
Persistent link: https://www.econbiz.de/10012059860